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See attached screenshot. Please confirm and fix the certificate.
The last section of this blog posts explains that this is expected and you can either go ahead with it, or uninstall, download anew, and install from scratch. https://www.telerik.com/blogs/back-by-popular-demand-official-chocolatey-package-with-latest-fiddler-release
To be clear, your system *DID* validate the certificate, it's just not the certificate that the older version of Fiddler expected.
While this is regrettable, you should just ignore the warning in this specific case. See https://groups.google.com/forum/#!topic/httpfiddler/iLFSNP8NnQI
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